Longevity and adjustment in pension annuities, with application to Finland

DOI10.1080/03461230600803935zbMath1141.91028OpenAlexW2074797079MaRDI QIDQ5430565

Marie-Claire Koissi

Publication date: 16 December 2007

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461230600803935

zbMATH Keywords

Poisson regressionmortality forecastingpopulation agingpension annuity

Mathematics Subject Classification ID

Related Items (1)

Grouped multivariate and functional time series forecasting: an application to annuity pricing

Cites Work

• Survival models in a dynamic context: a survey
• A Poisson log-bilinear regression approach to the construction of projected lifetables.
• Evaluating and extending the Lee\,-\,Carter model for mortality forecasting: bootstrap confidence interval
• Mortality Among the Elderly in Sweden 1988–1997
• A Biometrics Invited Paper with Discussion: The Natural Variability of Vital Rates and Associated Statistics
• Mortality Forecasting and Trend Shifts: an Application of the Lee-Carter Model to Swedish Mortality Data*
• Association and heterogeneity of insured lifetimes in the Lee–Carter framework
• Outlier analysis and mortality forecasting: The United Kingdom and Scandinavian countries
• Bootstrapping the Poisson log-bilinear model for mortality forecasting
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Longevity and adjustment in pension annuities, with application to Finland